+3,800.0%
FIX vs ALL
+367.3%
+3,432.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.4% | +9.8% | +9.6% |
| 7D | -7.2% | -3.9% | -3.4% | -6.1% |
| 30D | -35.1% | +10.6% | -45.7% | -38.4% |
| 3M | -34.3% | -4.6% | -29.7% | -33.8% |
| 6M | -42.9% | +20.2% | -63.1% | -49.5% |
| YTD | +19.5% | +23.7% | -4.3% | +2.9% |
| 1Y | +16.8% | +27.9% | -11.1% | -1.6% |
| 3Y | +506.7% | +109.2% | +397.5% | +264.9% |
| 5Y | +1,046.7% | +148.0% | +898.7% | +481.2% |
| 10Y | +3,800.0% | +363.8% | +3,436.2% | +1,347.0% |
| All | +3,800.0% | +367.3% | +3,432.6% | +1,347.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling